Options - 45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference 1

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Options - 45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference

David Gershon • Alexander Lipton • Mathieu Rosenbaum • Zvi Wiener

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556 sidor
2023

This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers classical and modern approaches to option pricing, realized and implied volatilities, classical and rough stochastic processes, and contingent claims analysis in corporate finance. The book is invaluable for students, academic researchers, and practitioners working with financial derivatives, market regulation, trading, risk management, and corporate decision-making.

Författare: David Gershon, Alexander Lipton, Mathieu Rosenbaum, Zvi Wiener
Format: Inbunden
ISBN: 9789811255861
Språk: Engelska
Antal sidor: 556
Utgivningsdatum: 2023-01-25
Förlag: World Scientific Publishing Co Pte Ltd